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semimartingale reflecting brownian motion
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A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant
10.1214/aoap/1034968226
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1996
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Vol 6
(3)
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pp. 758-765
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Cited By ~ 15
Author(s):
Hong Chen
Keyword(s):
Brownian Motion
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Sufficient Condition
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Reflecting Brownian Motion
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Positive Recurrence
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Semimartingale Reflecting Brownian Motion
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